How to interpret an answer given by the "regress" function
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Hello! :)
I am trying to link two sets of data through regression. Multiple linear regression, to be more precise. The general regression equation is this:
y=a0+a1*x1+a2*x2+a3*x3+a4*x4 (1)
So far so good. I have the y matrix, as a 60x1 double and the x matrix, as a 60x4 double. I use the following command:
b=regress(y,x)
And the answer that I get is this:
b=0.0073, 0.0074, 0.0071, 0.107
I have two questions:
- The regression function (1) has 5 coefficients; but here I get only 4. Where am I mistaking?
- Which one of these four coefficients stored in the b variable goes to which of the ax coefficients from the function (1)?
Thank you!
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Wayne King
2013 年 12 月 29 日
編集済み: Wayne King
2013 年 12 月 29 日
Your design matrix should be 60x5, not 60x4, you need a column of ones for the constant term, a0.
So start by doing the following:
x = ones(60,5);
then fill columns 2 to 5 with your x1, x2, x3, and x4 predictors.
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